EB Options History — May 2024

In May 2024, EB traded between $4.87 and $5.59. ATM implied volatility averaged 55.7%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 21.8% (HV 20d: 33.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 3.83.

Notable Days

  • 2024-05-02: Highest Volume — 2,693 contracts
  • 2024-05-14: Largest IV spike — 183.3% change
  • 2024-05-14: Highest IV Rank — 100.0%
  • 2024-05-02: Largest Expected Move — 24.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.26$4.87$5.59$5.42$4.99
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV55.7%31.8%148.1%74.9%52.3%
Expected Move15.4%9.1%24.7%21.5%15.0%
HV 20d33.9%28.9%41.5%41.0%30.1%
HV 60d74.5%40.9%87.5%87.4%40.9%
IV Rank27.9%2.7%100.0%70.8%18.8%
IV Percentile41.0%0.8%100.0%91.3%47.2%
Term Structure-1.9%-24.2%18.5%-10.1%-2.7%
VWIV51.8%35.6%86.3%86.3%52.3%
Skew 25d13.7%-6.6%25.3%7.8%13.5%
Skew 10d38.7%22.4%61.2%30.7%23.5%
Call IV 25d50.7%37.3%68.5%65.3%60.4%
Put IV 25d64.4%49.8%74.0%73.1%74.0%
Bid-Ask Spread %64.9445.9878.8472.5569.50
Gamma HHI0.550.300.900.730.38
Net GEX-7.8K-43.7K2.4K-13.8K2.0K
Net DEX118.2K-297.9K393.6K286.5K-73.1K
Net VEX-2.9K-4.4K-2.0K-4.4K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.830.0072.330.600.00
Total Volume256.45502,693031
Total OI7,443.4095,2478,8528,2265,247

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$5.42$5.0074.9%21.5%41.0%70.8%0.0%7.8%-10.1%-13.8K286.5K-4.4K0.0072.55N/AN/A004,2733,953
2024-05-02$5.45$5.0086.3%24.7%41.1%88.9%86.3%1.9%-24.2%1.6K-116.2K-3.5K0.6049.25N/AN/A1,6801,0134,2733,953
2024-05-03$5.54$5.0031.8%9.1%41.5%2.7%36.2%-3.4%18.5%-6.0K-297.9K-3.6K0.2047.58N/AN/A1,0142034,6964,136
2024-05-06$5.59$5.0042.8%16.3%41.3%20.0%62.6%-6.6%-13.0%-9.8K-31.4K-3.4K0.0671.96N/AN/A10564,2884,176
2024-05-07$5.59$5.0039.7%14.8%38.4%15.1%35.6%11.6%-0.8%-7.1K-118.4K-3.4K0.0570.22N/AN/A10054,3824,175
2024-05-08$5.38$5.0048.3%14.9%36.9%28.7%0.0%22.6%0.8%-23.3K209.7K-3.6K0.1369.11N/AN/A1624,4774,170
2024-05-09$5.46$5.0036.8%15.4%36.7%10.9%0.0%23.4%-3.1%-10.8K-52.9K-3.2K0.0068.61N/AN/A11604,4824,170
2024-05-10$5.41$5.0042.8%13.3%33.6%20.7%46.3%12.6%2.2%-17.9K19.6K-3.2K4.5069.71N/AN/A4184,5334,170
2024-05-13$5.46$5.0052.3%14.4%28.9%36.2%50.2%12.2%1.1%-10.9K-46.7K-3.1K0.0078.84N/AN/A504,5304,184
2024-05-14$5.33$5.00148.1%16.2%29.4%100.0%0.0%23.5%-2.2%-19.7K393.6K-3.4K0.0065.60N/AN/A13104,5274,183
2024-05-15$5.21$5.0054.3%15.6%30.5%20.5%0.0%25.3%-0.1%-43.7K221.3K-3.0K0.0066.96N/AN/A704,5644,169
2024-05-16$5.36$5.0054.9%15.7%32.0%21.0%0.0%12.8%-0.9%-18.3K18.7K-2.9K72.3358.19N/AN/A32174,5614,169
2024-05-17$5.26$5.0050.3%14.4%32.8%17.1%50.2%16.9%0.9%469-17.4K-2.5K1.4045.98N/AN/A1361904,5584,294
2024-05-20$5.29$5.0051.1%14.6%32.2%17.8%48.2%13.9%-0.7%613337.4K-2.6K0.0055.88N/AN/A403,8201,918
2024-05-21$5.11$5.0047.2%13.5%33.5%14.5%47.2%8.9%1.6%155384.1K-2.2K0.0570.13N/AN/A342163,8201,918
2024-05-22$5.12$5.0049.0%14.1%33.2%16.0%0.0%15.6%1.5%-121385.6K-2.3K0.0067.28N/AN/A1404,0971,919
2024-05-23$5.00$5.0053.1%15.2%33.3%19.5%53.2%16.7%-0.9%-118393.4K-2.3K0.0971.10N/AN/A160144,0851,919
2024-05-24$5.00$5.0052.0%14.9%29.5%18.5%52.0%16.8%-4.0%412387.9K-2.3K0.0369.96N/AN/A3714,2441,927
2024-05-28$4.99$5.0053.9%15.4%29.4%20.1%53.9%18.1%-2.3%834381.4K-2.4K0.0060.89N/AN/A3404,2721,928
2024-05-29$4.87$5.0052.2%15.0%30.3%18.7%52.2%19.1%-1.5%1.3K-6.3K-2.0K0.0059.80N/AN/A1004,2651,028
2024-05-30$4.96$5.0051.1%14.7%30.1%17.8%50.2%17.9%-1.0%2.4K-58.5K-2.2K1.0069.51N/AN/A444,2741,028
2024-05-31$4.99$5.0052.3%15.0%30.1%18.8%52.3%13.5%-2.7%2.0K-73.1K-2.1K0.0069.50N/AN/A3104,275972